29.11.2021 15:10
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from November 30, 2021.
| № | Ticker | Current market risk rates | New market risk rates | New concentration limits, number of securities | New Ban on short selling |
New Collateral Flag | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | ||||
| 1 | RU000A103PE8 | 100% | 100% | 100% | 13% | 16% | 19% | 300 000 | 1 500 000 | No | No |
| 2 | RU000A103RD6 | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 | No | No |
| № | Ticker | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN |
|---|---|---|---|---|---|
| 1 | RU000A103PE8 | 0.00% | 0.00% | 3.75% | 3.75% |
| 2 | RU000A103RD6 | 0.00% | 0.00% | 3.75% | 3.75% |